Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319503.5494 | 230676.1646 | 88827.3848 | 667299.8929 | 751045.4484 | -83745.5555 |
Total P&L (%) | 319.5035 | 230.6762 | 88.8274 | 667.2999 | 751.0454 | -83.7456 |
Avg Daily Profit (%) | 0.2236 | 0.1614 | 0.0622 | 0.1427 | 0.15 | -0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85309 | -49913 | -48213 | -1079768 | -518980 | -699924 |
Profit Factor | 1.9422 | 2.1179 | 1.6692 | 1.2552 | 1.533 | 0.9306 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Losing Trades | 22 | 8 | 14 | 22 | 8 | 14 |
Profitability (%) | 78.2178 | 84 | 72.549 | 78.2178 | 84 | 72.549 |
Ratio Avg Win / Avg Loss | 0.5409 | 0.4034 | 0.6316 | 0.3495 | 0.292 | 0.3521 |
Largest Winning Trade | 35764 | 35764 | 20069 | 396085 | 396085 | 144572 |
Largest Losing Trade | -49615 | -49615 | -37512 | -595560 | -518980 | -595560 |
Avg Bars in Trades | 35 | 61 | 10 | 35 | 61 | 10 |
Avg Bars in Winners | 11 | 16 | 5 | 11 | 16 | 5 |
Avg Bars in Losers | 123 | 296 | 24 | 123 | 296 | 24 |
Bars Traded | 3612 | 3052 | 560 | 3612 | 3052 | 560 |
Profit Streak | 69.3596 | 90.0263 | 69.3596 | 69.3596 | 90.0263 | 69.3596 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517292 | -165875 | -285426 | 59516 | -167020 | -756663 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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